How can I connect two bones head to head (not head to tail)?
You can not "connect" (parent) a bone's head to another head, nor does tail to tail work. As I showed in my answer parenting bones to other bones is the normal way to connect them. The manual's page about armature structure explains how bones link together. 

However, there is another option, using the bone Child Of constraint.*
In pose mode, Under the Bone Constraint tab of the properties window add a Child Of constraint to each bone you want to be connected.
Simply set the Target to be the armature, and then your "root" bone.
The Set Inverse button will keep the bones position. (as you may of noticed it jumped to the targeted bone's head).
The Clear Inverse button will move the bone to the traget's location.



The downside to this method is it will not work in edit mode. 





* The manual warns against using a Child Of constraint to create chains of bones.
I don't see any problem in this instance, and it is the only way to connect bones' head to another head.